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<a href="#func-members">Functions</a>  </div>
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<div class="title">Stochastic Processes</div>  </div>
<div class="ingroups"><a class="el" href="group__sampling.html">Sampling</a></div></div>
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Functions</h2></td></tr>
<tr><td class="memTemplParams" colspan="2">template&lt;typename Generator , uint32 DIM&gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Vector&lt; float, DIM &gt;&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="group__processes.html#gabb2dd2ed5d619ca9c891ed4ce050fa6a">nih::brownian_bridge</a> (const uint32 L, const uint32 t, Generator gaussian)</td></tr>
<tr><td class="memTemplParams" colspan="2">template&lt;uint32 DIM, typename Distribution , typename Sampler_type &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Vector&lt; float, DIM &gt;&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="group__processes.html#ga1e80545c2d9cb0ccdc535bd7bbc6b003">nih::generate_point</a> (Sampler_type &amp;sampler, Distribution &amp;gaussian)</td></tr>
<tr><td class="memTemplParams" colspan="2">template&lt;uint32 DIM, typename Sequence , typename Distribution &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">Vector&lt; float, DIM &gt;&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="group__processes.html#gadd2480f0c83af4a386b888ed7ed8e955">nih::brownian_bridge</a> (Distribution &amp;gaussian, const float sigma, const uint32 N, const uint32 i, const uint32 L, const uint32 t, const Sequence &amp;sequence)</td></tr>
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<hr/><h2>Function Documentation</h2>
<a class="anchor" id="gabb2dd2ed5d619ca9c891ed4ce050fa6a"></a><!-- doxytag: member="nih::brownian_bridge" ref="gabb2dd2ed5d619ca9c891ed4ce050fa6a" args="(const uint32 L, const uint32 t, Generator gaussian)" -->
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<div class="memproto">
<div class="memtemplate">
template&lt;typename Generator , uint32 DIM&gt; </div>
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          <td class="memname">Vector&lt; float, DIM &gt; nih::brownian_bridge </td>
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          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>L</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>t</em>, </td>
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        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">Generator&#160;</td>
          <td class="paramname"><em>gaussian</em>&#160;</td>
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          <td></td>
          <td>)</td>
          <td></td><td></td>
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<p>Evaluate a DIM-dimensional Brownian bridge of length L at time t, using a black-box Gaussian generator. </p>

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</div>
<a class="anchor" id="gadd2480f0c83af4a386b888ed7ed8e955"></a><!-- doxytag: member="nih::brownian_bridge" ref="gadd2480f0c83af4a386b888ed7ed8e955" args="(Distribution &amp;gaussian, const float sigma, const uint32 N, const uint32 i, const uint32 L, const uint32 t, const Sequence &amp;sequence)" -->
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<div class="memproto">
<div class="memtemplate">
template&lt;uint32 DIM, typename Sequence , typename Distribution &gt; </div>
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          <td class="memname">Vector&lt; float, DIM &gt; nih::brownian_bridge </td>
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          <td class="paramkey"></td>
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          <td class="paramtype">const float&#160;</td>
          <td class="paramname"><em>sigma</em>, </td>
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        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>N</em>, </td>
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          <td class="paramkey"></td>
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          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>i</em>, </td>
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          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>L</em>, </td>
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          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const uint32&#160;</td>
          <td class="paramname"><em>t</em>, </td>
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          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const Sequence &amp;&#160;</td>
          <td class="paramname"><em>sequence</em>&#160;</td>
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          <td></td>
          <td>)</td>
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<div class="memdoc">
<p>Evaluate the i/N-th DIM-dimensional Brownian bridge of length L at time t. The bridges are created using L copies of a DIM-dimensional Sobol sequence, first permuted and then shifted through Cranley-Patterson rotations. The vector of permutations must contain L permutations of the indices [0,N-1], and the vector of rotations must contain L * (DIM + (DIM &amp; 1)) entries. </p>

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<a class="anchor" id="ga1e80545c2d9cb0ccdc535bd7bbc6b003"></a><!-- doxytag: member="nih::generate_point" ref="ga1e80545c2d9cb0ccdc535bd7bbc6b003" args="(Sampler_type &amp;sampler, Distribution &amp;gaussian)" -->
<div class="memitem">
<div class="memproto">
<div class="memtemplate">
template&lt;uint32 DIM, typename Distribution , typename Sampler_type &gt; </div>
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          <td class="memname">Vector&lt; float, DIM &gt; nih::generate_point </td>
          <td>(</td>
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          <td class="paramname"><em>sampler</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">Distribution &amp;&#160;</td>
          <td class="paramname"><em>gaussian</em>&#160;</td>
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          <td></td>
          <td>)</td>
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<div class="memdoc">
<p>A simple utility function to generate a DIM-dimensional Gaussian point using the i-th point of a sample sequence, shifted by a Cranley-Patterson rotation. </p>

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